He came to prominence in May 2004, winning the Giro d'Italia at the age of 22 with Saeco Macchine per Caffè, which became Lampre–Caffita in 2005. Cunego's strength came as a blow to his captain Gilberto Simoni. Relations between the two during the race were strained when Cunego sprinted away from Simoni to win the 18th stage after Simoni's solo breakaway. La Gazzetta dello Sport reported that as Simoni passed by Cunego, who was surrounded by journalists, Simoni pointed his finger at the 22-year-old Maglia Rosa and angrily said "You're a bastard...you are really stupid."[5]

During 2004 he won the Giro di Lombardia in October, his 13th victory of the season. He finished the season number one in the UCI Road World Cup, the youngest rider to achieve it, aged 23. He was also the last rider ranked first on the world ranking, because from 2005 the ranking was replaced by the UCI ProTour.

In the 2005 Giro d'Italia, Simoni and Cunego were co-captains of Lampre–Caffita. Cunego posed no threat to Simoni. He faltered during the first climb in the Dolomites, losing six minutes in the day and any prospect of winning. At the time his team attributed his loss to a "psychological crisis" and Cunego said "a great weight has been lifted from me by this defeat." After the race, he was found to have Epstein-Barr virus. He did not enter the 2005 Tour de France.

In July 2013, he was one of 27 former riders and officials linked to the Lampre-Mérida team indicted for doping in an Italian court, with a hearing set for 10 December 2013.[8] In early 2014 however, details emerged that indicated that Cunego might have been one of few Lampre riders to refuse treatment by Spanish doctor José Ibarguren Taus, who was linked to doping practices.[9]